Conjugate gradient method

Lobpcg solves hermitian partial generalized eigenproblems using preconditioning, competes with eigs in matlab

The following Matlab project contains the source code and Matlab examples used for lobpcg solves hermitian partial generalized eigenproblems using preconditioning, competes with eigs . This main function LOBPCG is a version of the preconditioned conjugate gradient method (Algorithm 5.

Greedy algorithms promoting group sparsity v3 in matlab

The following Matlab project contains the source code and Matlab examples used for greedy algorithms promoting group sparsity v3. Group and Block Sparse Signal reconstruction via Matching Pursuit - BMP, GMP Gradient Pursuit - block_gp, group_gp Nearly Orthogonal Matching Pursuit - block_nomp, group_nomp Partial Conjugate Gradient Pursuit - block_pcgp, group_pcgp Orthogonal Least Squares - BOLS, GOLS.

orthogonal least squares algorithms for sparse signal reconstruction in matlab

The following Matlab project contains the source code and Matlab examples used for orthogonal least squares algorithms for sparse signal reconstruction. Added after previous version ols_gp: Sparse reconstruction by Orthogonal Least Squares followed by Gradient Pursuit ols_nomp: Sparse reconstruction by Orthogonal Least Squares followed by Approximate Conjugate Gradient Pursuit ols_pcgp: Sparse reconstruction by Orthogonal Least Squares followed by Partial Conjugate Gradient Pursuit

Iterative methods for linear and nonlinear equations in matlab

The following Matlab project contains the source code and Matlab examples used for iterative methods for linear and nonlinear equations. This book provides a complete analysis of the conjugate gradient and generalized minimum residual iterations. For a full book description and ordering information, please refer to http://www.mathworks.com/support/books/book1344.jsp.
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